+161.6%
IWM vs BURL
+252.7%
-91.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -2.0% | +4.1% | -6.1% | -3.2% |
| 30D | -1.5% | -9.5% | +8.0% | +1.2% |
| 3M | -8.0% | -33.5% | +25.5% | +2.5% |
| 6M | -4.1% | -22.1% | +18.0% | +1.5% |
| YTD | +11.9% | -14.6% | +26.5% | +14.9% |
| 1Y | +15.0% | -8.4% | +23.4% | +14.8% |
| 3Y | +64.2% | +86.6% | -22.4% | +28.4% |
| 5Y | +20.4% | -17.2% | +37.6% | +14.7% |
| All | +161.6% | +252.7% | -91.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling